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牧羊 · 2024年03月15日

为什么C正确

  1. ESG
  2. ESG analysis, valuation and integration

NO.PZ2024021801000048

问题如下：

The ESG rating correlation among different data providers is most likely:

选项：

A.negatively correlated. B.uncorrelated. C.positively correlated.

解释：

C. Correct because one challenge is that the agreement or correlation between the various ratings agencies is low.

A study by Chatterji at al. finds an approximate 0.3 correlation. (Or more technically, this analysis found pairwise tetrachoric correlations for three years among the six raters, with a mean correlation of 0.30 (about 2 standard deviations). However, this also included some negative ones’ correlations, meaning what one rater found responsible another found ‘irresponsible’.) A 2019 study by Gibson et al. shows a range of correlations. Yet another study by Berg et al. shows a range of correlations as well: Berg looks at a dataset of ESG ratings from six different raters – namely, KLD (MSCI Stats), Sustainalytics, Vigeo Eiris (Moody’s), RobecoSAM (S&P Global), Asset4 (Refinitiv) and MSCI – the correlations between the ratings are on average 0.54 and range from 0.38 to 0.71. Table 7.4 presents 4 categories of correlations ranging from 0.2 to 0.46.

不同ESG评级的相关性是非常低的，为什么选择A不对，选择C才是正确的？

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1 个答案

净净_品职助教 · 2024年03月15日

嗨，从没放弃的小努力你好：


相关性=0，意为不相关

相关性>0，意为正相关（ESG评级结果就是正相关，尽管相关性低，但也是正相关）

相关性<0，意为负相关

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努力的时光都是限量版，加油！

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